2.58Open2.22Pre Close22 Volume463 Open Interest116.00Strike Price4.49KTurnover29.84%IV0.48%PremiumOct 18, 2024Expiry Date1.29Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7666Delta0.1617Gamma73.31Leverage Ratio-0.2737Theta0.0026Rho56.20Eff Leverage0.0194Vega